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Coinbase

Level2 OrderBook consuming Coinbase Level 2 data over Websocket

See Coinbase Pro Websocket API

To build simply invoke gradle:

./gradlew

To run using Gradle, run task orderBook and pass the product as a parameter. For example 'BTC-USD' in the following:

./gradlew orderBook --args="BTC-USD"

Alternatively after building, run using the Gradle classpath like this on Mac or Linux:

java -cp `./gradlew -q runtimeClasspath` coinbase.Level2OrderBookConsole BTC-USD

The top 10 price levels are displayed although 100 price levels are maintained to allow for quotes to be pulled.

Hit Ctrl-C to stop.

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Level2 OrderBook consuming Coinbase Level 2 data over Websocket

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